Search results for "White noise"
showing 10 items of 132 documents
Estimation of confidence limits for descriptive indexes derived from autoregressive analysis of time series: Methods and application to heart rate va…
2017
The growing interest in personalized medicine requires making inferences from descriptive indexes estimated from individual recordings of physiological signals, with statistical analyses focused on individual differences between/within subjects, rather than comparing supposedly homogeneous cohorts. To this end, methods to compute confidence limits of individual estimates of descriptive indexes are needed. This study introduces numerical methods to compute such confidence limits and perform statistical comparisons between indexes derived from autoregressive (AR) modeling of individual time series. Analytical approaches are generally not viable, because the indexes are usually nonlinear funct…
A Novel Solution to Find the Dynamic Response of an Euler–Bernoulli Beam Fitted with Intraspan TMDs under Poisson Type Loading
2020
This contribution considers a virtual experiment on the vibrational response of rail and road bridges equipped with smart devices in the form of damping elements to mitigate vibrations. The internal damping of the bridge is considered a discontinuity that contain a dashpot. Exact complex eigenvalues and eigenfunctions are derived from a characteristic equation built as the determinant of a 4 x 4 matrix
Fractional Fourier transform dual random phase encoding of time-varying signals
2008
Optical techniques have shown great potential in the field of information security to encode high-security images. Among several established methods, a double-random phase encryption technique (DRPE) for encoding a primary image into stationary white noise was developed by using the analogy between Fresnel diffraction patterns and the fractional Fourier transform (FrFT-DRPE). In this case, additional keys are obtained through the knowledge of the fractional orders of the FrFTs. In this work we propose an encoding setup for time-varying signals, mainly for short-haul fiber optics link applications, that can be considered as the temporal analogue of the spatial FrFT-DRPE. The behavior of the …
Ambit processes and stochastic partial differential equations
2011
Ambit processes are general stochastic processes based on stochastic integrals with respect to Levy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Levy noise analysis.
Stochastic dynamics of nonlinear systems with a fractional power-law nonlinear term: The fractional calculus approach
2011
Fractional power-law nonlinear drift arises in many applications of engineering interest, as in structures with nonlinear fluid viscous–elastic dampers. The probabilistic characterization of such structures under external Gaussian white noise excitation is still an open problem. This paper addresses the solution of such a nonlinear system providing the equation governing the evolution of the characteristic function, which involves the Riesz fractional operator. An efficient numerical procedure to handle the problem is also proposed.
Pseudo-force method for a stochastic analysis of nonlinear systems
1996
Nonlinear systems, driven by external white noise input processes and handled by means of pseudo-force theory, are transformed through simple coordinate transformation to quasi-linear systems. By means of Itô stochastic differential calculus for parametric processes, a finite hierarchy for the moment equations of these systems can be exactly obtained. Applications of this procedure to the first-order differential equation with cubic nonlinearity and to the Duffing oscillator show the versatility of the proposed method. The accuracy of the proposed procedure improves by making use of the classical equivalent linearization technique.
Noise-Assisted Crystallization of Opal Films
2012
International audience; An improvement of the crystal quality of opal fi lms self-assembled from polymer spheres in a moving meniscus using the agitation by white noise acoustic vibrations is demonstrated. A tenfold higher ordering of a hexagonal sphere packing in the (111) plane is achieved. This crystallization method, the mechanism of which is described in terms of the stochastic resonance, is a contrast to the widely used approach based on maintaining equilibrium conditions during the crystallization process. The precise quantifi cation of the incremental lattice order improvement as a function of acoustic noise intensity is achieved by calculating the probability of finding an opposite…
Random analysis of geometrically non-linear FE modelled structures under seismic actions
1990
Abstract In the framework of the finite element (FE) method, by using the “total Lagrangian approach”, the stochastic analysis of geometrically non-linear structures subjected to seismic inputs is performed. For this purpose the equations of motion are written with the non-linear contribution in an explicit representation, as pseudo-forces, and with the ground motion modelled as a filtered non-stationary white noise Gaussian process, using a Tajimi-Kanai-like filter. Then equations for the moments of the response are obtained by extending the classical Ito's rule to vectors of random processes. The equations of motion, and the equations for moments, obtained here, show a perfect formal simi…
No linealidad y asimetría en el proceso generador del Índice Ibex35
2013
This paper analyzes the behavior of Ibex35 from January 1999 to December 2001, in order to check if it follows a different process from random walk so its return is not a white noise and it can be predictable, against the efficient market hypothesis. For that, a nonlinear generating process of return will be considered and a STAR-APARCH model will be specified. This model allows a nonlinear behavior in the conditional mean and in the conditional variance. The empirical results show that the Ibex35 follows a nonlinear and asymmetric process, both in the conditional mean as in the conditional variance, so the weak-version of efficient market hypothesis is rejected. El trabajo analiza el compo…
Viscoelastic bearings with fractional constitutive law for fractional tuned mass dampers
2015
Abstract The paper aims at studying the effects of the inherent fractional constitutive law of viscoelastic bearings used as devices for tuned mass dampers. First, the proper constitutive law of the viscoelastic supports is determined by the local constitutive law. Then, the characteristic force–displacement relationship at the top of the bearing is found. Taking advantage of the whole bearing constitutive laws, the tuning of the mass damper is proposed by defining the damped fractional frequency, which is analogous to the classical damped frequency. The effectiveness of the optimal tuning procedure is validated by a numerical application on a system subjected to a Gaussian white noise.